IEEE - Institute of Electrical and Electronics Engineers, Inc. - An option-based empirical investigation of Chinese corporate liquidity value

2008 International Conference on Neural Networks and Signal Processing

Author(s): Jinmin Du ; Lingyun Zheng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2008
Conference Location: Nanjing, China
Conference Date: 7 June 2008
Page(s): 37 - 42
ISBN (CD): 978-1-4244-2311-8
ISBN (Paper): 978-1-4244-2310-1
DOI: 10.1109/ICNNSP.2008.4590305
Regular:

Corporate liquidity pricing is a new topic. With the discussion of the essence of liquidity, this paper established an exchange-option-based corporate liquidity pricing model which combines... View More

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